+65.0%
UBER vs EPAM
-5.9%
+70.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.8% |
| 7D | +5.1% | +13.4% | -8.3% | +0.7% |
| 30D | +0.2% | +47.1% | -46.9% | -11.2% |
| 3M | -2.7% | +71.2% | -73.8% | -17.7% |
| 6M | -13.4% | +48.9% | -62.3% | -24.9% |
| YTD | -16.1% | -22.2% | +6.2% | -13.1% |
| 1Y | -25.5% | -5.2% | -20.4% | -27.6% |
| 3Y | +42.5% | -34.9% | +77.4% | +46.7% |
| 5Y | +45.3% | -77.4% | +122.8% | +101.8% |
| All | +65.0% | -5.9% | +70.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling